Gaussian mixture modelling by exploiting competitive stop EM algorithm
To improve the robustness of order selection and parameter learning for Gaussian mixture model (GMM), this paper proposes a competitive stop expectation-maximization (EM) algorithm, which is based on two stop conditions. The first condition is a Lilliefors test based multivariate (MV) normality crit...
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| Published in | Journal of physics. Conference series Vol. 2234; no. 1; pp. 12003 - 12008 |
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| Main Authors | , , |
| Format | Journal Article |
| Language | English |
| Published |
Bristol
IOP Publishing
01.04.2022
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| Subjects | |
| Online Access | Get full text |
| ISSN | 1742-6588 1742-6596 1742-6596 |
| DOI | 10.1088/1742-6596/2234/1/012003 |
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| Summary: | To improve the robustness of order selection and parameter learning for Gaussian mixture model (GMM), this paper proposes a competitive stop expectation-maximization (EM) algorithm, which is based on two stop conditions. The first condition is a Lilliefors test based multivariate (MV) normality criterion, which is used to determine whether to split a component into two different components. The EM algorithm stops splitting when all components have MV normality. The minimum description length (MDL) criterion is used in the second condition, which competes with the first condition to prevent the EM algorithm from over-splitting. Simulation experiments verify the effectiveness of the proposed algorithm. |
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| Bibliography: | ObjectType-Article-1 SourceType-Scholarly Journals-1 ObjectType-Feature-2 content type line 14 |
| ISSN: | 1742-6588 1742-6596 1742-6596 |
| DOI: | 10.1088/1742-6596/2234/1/012003 |